-4.1%
XLC vs FAST
+36.2%
-40.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.1% |
| 7D | +7.1% | +3.8% | +3.2% | +6.6% |
| 30D | -2.7% | +8.1% | -10.8% | -3.6% |
| 3M | -3.2% | +5.8% | -9.0% | -3.8% |
| 6M | -7.7% | +24.9% | -32.5% | -10.2% |
| YTD | -8.0% | +38.9% | -46.9% | -12.8% |
| All | -4.1% | +36.2% | -40.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling